Sparse estimation of a covariance matrix

Biometrika

Volumn 98, Issue 4, 2011, Pages 807-820

  Bien, Jacob ^a   Tibshirani, Robert J ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

Concave convex procedure; Covariance graph; Covariance matrix; Generalized gradient descent; Lasso; Majorization minimization; Regularization; Sparsity

Indexed keywords

EID: 82255195996     PISSN: 00063444     EISSN: 14643510     Source Type: Journal    
DOI: 10.1093/biomet/asr054     Document Type: Article

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